What drives corporate default risk premia? : evidence from the CDS market
Year of publication: |
2013
|
---|---|
Authors: | Díaz, Antonio ; Groba, Jonatan ; Serrano, Pedro |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 37.2013, p. 529-563
|
Subject: | Credit Default Swap | Distress risk premium | Expected default frequency | Jump-at-default risk premium | Risikoprämie | Risk premium | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Schätzung | Estimation |
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